Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
| Autor: | Bakshi, Gurdip, Panayotov, George, Skoulakis, Georgios |
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| Zdroj: | In Journal of Financial Economics 2011 100(3):475-495 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect